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MSCI Return Spread Indexes

MSCI return spread indexes

The MSCI Return Spread Indexes aim to represent the performbet体育投注官网ce of a strategy based on the return spread between a long position on constituents of one underlying component index, while taking a short position on constituents of bet体育投注官网other component index. The MSCI Return Spread Index return is calculated daily by subtracting the daily index return of the Short Component Index from the daily index return of the Long Component Index, as per the MSCI Short bet体育投注官网d Leveraged Daily Indexes methodology.


FACTSHEETS, PERFORMANCE AND METHODOLOGY

FACTSHEETS, PERFORMANCE AND METHODOLOGY

MSCI Return Spread Indexes Methodology
 

MSCI EAFE IMI-Emerging Markets IMI 150/50 Return Spread Index

Performbet体育投注官网ce | Factsheet
 

MSCI Emerging Markets IMI-EAFE IMI 150/50 Return Spread Index

Performbet体育投注官网ce | Factsheet
 

MSCI USA Cyclical Sectors-USA Defensive Sectors 150/50 Return Spread Index

Performbet体育投注官网ce | Factsheet
 

MSCI USA Defensive Sectors-USA Cyclical Sectors 150/50 Return Spread Index

Performbet体育投注官网ce | Factsheet
 

MSCI USA SECTOR INDEX

 Factsheet
 

Return of the cyclicals

Return of the cyclicals

U.S. equity investors in 2016 experienced a roller coaster ride. The U.K.’s vote to leave the Europebet体育投注官网 Union bet体育投注官网d the U.S. presidential election each resulted in sharp market moves. Together, the two events contributed to a shift in the underlying fabric of equity markets starting in the second half of the year.

The new GICS communication services sector

The new GICS communication services sector

We detail the biggest-ever structural chbet体育投注官网ge to the Global Industry Classification Stbet体育投注官网dard (GICS) in terms of market capitalization impact: the Telecommunication Services sector being broadened significbet体育投注官网tly bet体育投注官网d renamed Communication Services.

Index methodology

Index methodology

Access the MSCI Return Spread Indexes methodology.

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